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In this paper, we consider the universality of the local eigenvalue statistics of random matrices. Our main result shows that these statistics are determined by the first four moments of the distribution of the entries. As a consequence, we…

Probability · Mathematics 2010-06-30 Terence Tao , Van Vu

We provide uniform convergence rates for kernel averages on $[0,1]$ under equally-spaced fixed design points of the form $x_{t,T}=t/T,\ t\in\{1,\dotsc, T\},\ T\in\mathbb{N}$. The rates of weak and strong uniform consistency are derived…

Statistics Theory · Mathematics 2026-03-06 Danilo Hiroshi Matsuoka , Hudson da Silva Torrent

Let X be a real or complex Hilbert space of finite but large dimension d, let S(X) denote the unit sphere of X, and let u denote the normalized uniform measure on S(X). For a finite subset B of S(X), we may test whether it is approximately…

Probability · Mathematics 2019-08-01 Sheldon Goldstein , Joel L. Lebowitz , Roderich Tumulka , Nino Zanghi

This paper finds the bulk local limit of the swap process of uniformly random sorting networks. The limit object is defined through a deterministic procedure, a local version of the Edelman-Greene algorithm, applied to a two dimensional…

Probability · Mathematics 2019-11-05 Vadim Gorin , Mustazee Rahman

The Turing mechanism describes the emergence of spatial patterns due to spontaneous symmetry breaking in reaction-diffusion processes and underlies many developmental processes. Identifying Turing mechanisms in biological systems defines a…

Machine Learning · Computer Science 2021-08-20 David Schnörr , Christoph Schnörr

We study the eigenvalue distribution of a random matrix, at a transition where a new connected component of the eigenvalue density support appears away from other connected components. Unlike previously studied critical points, which…

Mathematical Physics · Physics 2007-05-23 Bertrand Eynard

We consider n-by-n matrices whose (i, j)-th entry is f(X_i^T X_j), where X_1, ...,X_n are i.i.d. standard Gaussian random vectors in R^p, and f is a real-valued function. The eigenvalue distribution of these random kernel matrices is…

Probability · Mathematics 2012-03-26 Xiuyuan Cheng , Amit Singer

A cluster of $n$ needles ($1\leq n<\infty$) is dropped at random onto a plane lattice of rectangles. Each needle is fixed at one end in the cluster centre and can rotate independently about this centre. The distribution of the relative…

Probability · Mathematics 2018-02-15 Uwe Bäsel

The probability density quantile (pdQ) carries essential information regarding shape and tail behavior of a location-scale family. Convergence of repeated applications of the pdQ mapping to the uniform distribution is investigated and new…

Statistics Theory · Mathematics 2018-05-23 Robert Staudte , Aihua Xia

We consider the density of states of structured Hermitian random matrices with a variance profile. As the dimension tends to infinity the associated eigenvalue density can develop a singularity at the origin. The severity of this…

Probability · Mathematics 2024-11-06 Torben Krüger , David Renfrew

Merging the two cultures of deep and statistical learning provides insights into structured high-dimensional data. Traditional statistical modeling is still a dominant strategy for structured tabular data. Deep learning can be viewed…

Methodology · Statistics 2021-10-25 Anindya Bhadra , Jyotishka Datta , Nick Polson , Vadim Sokolov , Jianeng Xu

We study ensembles of sparse random block matrices generated from the adjacency matrix of a Erd\"os-Renyi random graph with $N$ vertices of average degree $Z$, inserting a real symmetric $d \times d$ random block at each non-vanishing…

Mathematical Physics · Physics 2022-06-22 Giovanni M. Cicuta , Mario Pernici

A Delone set in $\mathbb{R}^n$ is a set such that (a) the distance between any two of its points is uniformly bounded below by a strictly positive constant and such that (b) the distance from any point to the remaining points in the set is…

Number Theory · Mathematics 2021-03-31 Faustin Adiceam , Ioannis Tsokanos

We study sequences of partitions of the unit interval into subintervals, starting from the trivial partition, in which each partition is obtained from the one before by splitting its subintervals in two, according to a given rule, and then…

Probability · Mathematics 2026-03-30 Serge Cohen , James Norris , Michel Pain , Gennady Samorodnitsky

In data science, individual observations are often assumed to come independently from an underlying probability space. Kernel matrices formed from large sets of such observations arise frequently, for example during classification tasks. It…

Machine Learning · Statistics 2026-05-27 Mikhail Lepilov

It has been shown recently [10] that Cauchy transforms of orthogonal polynomials appear naturally in general correlation functions containing ratios of characteristic polynomials of random NxN Hermitian matrices. Our main goal is to…

High Energy Physics - Theory · Physics 2011-07-19 G. Akemann , Y. V. Fyodorov

Kernel mean embeddings have recently attracted the attention of the machine learning community. They map measures $\mu$ from some set $M$ to functions in a reproducing kernel Hilbert space (RKHS) with kernel $k$. The RKHS distance of two…

Machine Learning · Statistics 2019-12-18 Carl-Johann Simon-Gabriel , Bernhard Schölkopf

An exact solution to the problem of parametric level statistics in non-Gaussian ensembles of N by N Hermitian random matrices with either soft or strong level confinement is formulated within the framework of the orthogonal polynomial…

Statistical Mechanics · Physics 2009-10-31 E. Kanzieper

We investigate the geometry of a random rational lemniscate $\Gamma$, the level set $\{|r(z)|=1\}$ on the Riemann sphere of the modulus of a random rational function $r$. We assign a probability distribution to the space of rational…

Complex Variables · Mathematics 2018-05-16 Antonio Lerario , Erik Lundberg

For $n$ a nonnegative integer, we consider the $n$-Laplacian $\Delta_n$ acting on the space of $n$-differentials on a confinite Riemann surface $X$ which has ramification points. The trace formula for the resolvent kernel is developed along…

Complex Variables · Mathematics 2021-09-14 Lee-Peng Teo